+129.5%
KMI vs MKSI
+524.1%
-394.6%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.1% | -2.4% | -0.7% |
| 7D | -1.7% | +2.7% | -4.4% | -2.2% |
| 30D | -2.7% | -12.8% | +10.1% | -0.5% |
| 3M | -0.7% | -22.5% | +21.8% | +2.2% |
| 6M | -5.0% | +19.4% | -24.4% | -11.0% |
| YTD | +15.5% | +67.7% | -52.3% | +0.2% |
| 1Y | +16.4% | +131.4% | -115.0% | -6.6% |
| 3Y | +114.2% | +197.3% | -83.2% | +51.9% |
| 5Y | +153.3% | +87.0% | +66.3% | +92.8% |
| All | +129.5% | +524.1% | -394.6% | +17.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MKSI.
Daily Out/Under-Performance
Portfolio return minus MKSI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKSI return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded MKSI wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling